-10.6%
BA vs LIN
+38.0%
-48.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | -0.1% | +3.6% | -3.7% | -1.5% |
| 30D | -9.1% | +6.4% | -15.5% | -11.5% |
| 3M | -28.2% | +6.5% | -34.7% | -30.1% |
| 6M | -23.1% | +4.9% | -28.0% | -24.8% |
| YTD | -20.6% | +23.4% | -44.0% | -28.6% |
| 1Y | -12.7% | +26.3% | -39.0% | -22.5% |
| All | -10.6% | +38.0% | -48.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LIN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling